CME Euro FX (E) Future March 2023
Trading Metrics calculated at close of trading on 30-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2023 |
30-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
1.0924 |
1.0898 |
-0.0026 |
-0.2% |
1.0901 |
High |
1.0932 |
1.0945 |
0.0013 |
0.1% |
1.0963 |
Low |
1.0869 |
1.0869 |
0.0001 |
0.0% |
1.0869 |
Close |
1.0900 |
1.0877 |
-0.0024 |
-0.2% |
1.0900 |
Range |
0.0063 |
0.0076 |
0.0013 |
19.8% |
0.0094 |
ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
165,243 |
165,174 |
-69 |
0.0% |
825,173 |
|
Daily Pivots for day following 30-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1123 |
1.1075 |
1.0918 |
|
R3 |
1.1048 |
1.1000 |
1.0897 |
|
R2 |
1.0972 |
1.0972 |
1.0890 |
|
R1 |
1.0924 |
1.0924 |
1.0883 |
1.0911 |
PP |
1.0897 |
1.0897 |
1.0897 |
1.0890 |
S1 |
1.0849 |
1.0849 |
1.0870 |
1.0835 |
S2 |
1.0821 |
1.0821 |
1.0863 |
|
S3 |
1.0746 |
1.0773 |
1.0856 |
|
S4 |
1.0670 |
1.0698 |
1.0835 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1192 |
1.1140 |
1.0952 |
|
R3 |
1.1098 |
1.1046 |
1.0926 |
|
R2 |
1.1004 |
1.1004 |
1.0917 |
|
R1 |
1.0952 |
1.0952 |
1.0909 |
1.0931 |
PP |
1.0910 |
1.0910 |
1.0910 |
1.0900 |
S1 |
1.0858 |
1.0858 |
1.0891 |
1.0837 |
S2 |
1.0816 |
1.0816 |
1.0883 |
|
S3 |
1.0722 |
1.0764 |
1.0874 |
|
S4 |
1.0628 |
1.0670 |
1.0848 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0962 |
1.0869 |
0.0093 |
0.9% |
0.0070 |
0.6% |
9% |
False |
False |
162,836 |
10 |
1.0963 |
1.0806 |
0.0157 |
1.4% |
0.0077 |
0.7% |
45% |
False |
False |
184,464 |
20 |
1.0963 |
1.0529 |
0.0434 |
4.0% |
0.0093 |
0.9% |
80% |
False |
False |
193,882 |
40 |
1.0963 |
1.0473 |
0.0490 |
4.5% |
0.0091 |
0.8% |
82% |
False |
False |
163,004 |
60 |
1.0963 |
0.9835 |
0.1128 |
10.4% |
0.0103 |
1.0% |
92% |
False |
False |
109,634 |
80 |
1.0963 |
0.9762 |
0.1201 |
11.0% |
0.0103 |
1.0% |
93% |
False |
False |
82,400 |
100 |
1.0963 |
0.9658 |
0.1305 |
12.0% |
0.0106 |
1.0% |
93% |
False |
False |
66,139 |
120 |
1.0963 |
0.9658 |
0.1305 |
12.0% |
0.0101 |
0.9% |
93% |
False |
False |
55,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1265 |
2.618 |
1.1142 |
1.618 |
1.1067 |
1.000 |
1.1020 |
0.618 |
1.0991 |
HIGH |
1.0945 |
0.618 |
1.0916 |
0.500 |
1.0907 |
0.382 |
1.0898 |
LOW |
1.0869 |
0.618 |
1.0822 |
1.000 |
1.0794 |
1.618 |
1.0747 |
2.618 |
1.0671 |
4.250 |
1.0548 |
|
|
Fisher Pivots for day following 30-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1.0907 |
1.0915 |
PP |
1.0897 |
1.0902 |
S1 |
1.0887 |
1.0889 |
|